+835.0%
XLB vs DAR
+1,870.2%
-1,035.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.7% | -0.1% |
| 7D | -1.6% | +3.6% | -5.2% | -1.9% |
| 30D | +7.2% | -11.3% | +18.5% | +8.3% |
| 3M | 0.0% | -13.1% | +13.2% | +1.1% |
| 6M | +2.3% | -15.1% | +17.4% | +3.4% |
| YTD | +18.4% | +50.5% | -32.1% | +13.8% |
| 1Y | +23.3% | +57.9% | -34.6% | +18.0% |
| 3Y | +45.2% | +28.9% | +16.2% | +39.8% |
| 5Y | +31.0% | -31.4% | +62.4% | +31.9% |
| 10Y | +168.8% | +301.0% | -132.3% | +135.9% |
| All | +835.0% | +1,870.2% | -1,035.2% | +705.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling